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Elio Canestrelli

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Personal Details

First Name:Elio
Middle Name:
Last Name:Canestrelli
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RePEc Short-ID:pca511
Email:[This author has chosen not to make the email address public]
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Location: Venezia, Italy
Homepage: http://www.unive.it/dip.economia
Email:
Phone: +39-0412349621
Fax: +39-0412349176
Postal: Cannaregio, S. Giobbe no 873 , 30121 Venezia
Handle: RePEc:edi:dsvenit (more details at EDIRC)
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  1. Diana Barro & Elio Canestrelli, 2012. "Dynamic tracking error with shortfall control using stochastic programming," Working Papers 2012_18, Department of Economics, University of Venice "Ca' Foscari", revised 2012.
  2. Diana Barro & Elio Canestrelli, 2012. "Downside risk in multiperiod tracking error models," Working Papers 2012_17, Department of Economics, University of Venice "Ca' Foscari".
  3. Diana Barro & Elio Canestrelli, 2011. "Combining stochastic programming and optimal control to solve multistage stochastic optimization problems," Working Papers 2011_24, Department of Economics, University of Venice "Ca' Foscari", revised 2011.
  4. Diana Barro & Elio Canestrelli, 2009. "Portfolio management with minimum guarantees: some modeling and optimization issues," Working Papers 193, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  5. Diana Barro & Elio Canestrelli, 2008. "Tracking error with minimum guarantee constraints," Working Papers 172, Department of Applied Mathematics, Università Ca' Foscari Venezia.
  6. Diana Barro & Elio Canestrelli, 2005. "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods 0510011, EconWPA.
  7. Diana Barro & Elio Canestrelli, 2005. "Tracking Error: a multistage portfolio model," GE, Growth, Math methods 0510012, EconWPA.
  8. Diana Barro & Elio Canestrelli & Fabio Lanza, . "Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance," Working Papers 2014:18, Department of Economics, University of Venice "Ca' Foscari".
8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2012-01-03
  2. NEP-FIN: Finance (2) 2005-11-05 2005-11-05. Author is listed
  3. NEP-ORE: Operations Research (2) 2012-01-03 2014-12-13. Author is listed
  4. NEP-RMG: Risk Management (1) 2014-12-13

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